[Famous-Q] Turtle System 2 (55/20)
public
@djgambhir1000BONKUSDT · 4h · 2023-12-01 → 2026-09-01 · 6,028 bars in 6.5ms
Net P&L
+182.72%
$18,271.88
Max drawdown
-33.52%
Max run-up
+199.71%
Trades
93
34.4% win rate
Profit factor
1.78
2023-12-01drawdown · worst -33.52%2026-09-01
TrainingValidationOut-of-sample
| Segment | Period | Return | Max drawdown | Trades | Win rate |
|---|---|---|---|---|---|
| Training | 2023-12-01 → 2025-07-26 | +163.14% | -33.52% | 53 | 34% |
| Validation | 2025-07-26 → 2026-02-12 | +12.63% | -11.33% | 19 | 42% |
| Out-of-sample | 2026-02-12 → 2026-09-01 | -4.61% | -14.57% | 21 | 29% |
Risk-adjusted
- Sharpe
- 1.14
- Sortino
- 1.87
- Calmar
- 1.37
- Return ÷ max drawdown
- 5.45
- CAGR
- +45.92%
- Exposure
- 52.3%
Per trade
- Expectancy
- $196.47 · +5.72%
- Average win / loss
- $1,301.43 / −$383.18
- Payoff ratio
- 3.40
- Largest win / loss
- $7,563.92 / −$783.01
- Longest losing streak(winning: 3)
- 10 trades
Drawdown over time
- Max drawdown
- -33.52%
- Longest time under water
- 499 days
- Worst drawdown recovered in
- 499 days
- Under water at the end
- 202 days
Costs and mechanics
- Fees paid
- −$527.84
- Funding
- −$1,043.59
- Liquidations
- 0
- Warmup bars(loaded before the start date)
- 54
- Benchmark(buy and hold)
- -22.69%
Monte Carlo
1,000 alternative histories, each 93 trades drawn at random from this run’s own. The bands hold the middle 50% and 90% of them; the solid line is what actually happened.
this runmedian of the historiesmiddle 50% · 90%
| Unlucky (5%) | Typical | Lucky (95%) | |
|---|---|---|---|
| Return | +0.23% | +156.36% | +770.84% |
| Max drawdown | -36.47% | -20.23% | -12.17% |
5% of histories lost money, and 8% had a deeper drawdown than this run’s -33.52%. Assumes trades are independent; real losing streaks cluster, so the true spread is usually wider.
Settings
- hh55 length
- 55
- ll55 length
- 55
- hh20 length
- 20
- ll20 length
- 20
- atr20 length
- 20
- Stop loss (× atr20)
- 2
- Leverage (×)
- 1
- Position size (% of equity)
- 25
1000BONKUSDT with every trade
Loading prices…
▲ long opened▼ short opened● closed at a profit● closed at a loss
Trades
93 trades
| # | Side | Entry | Exit | Held | P&L | Return | Closed by |
|---|---|---|---|---|---|---|---|
| 93 | short | 2026-08-31 00:00 @ 0.00 | 2026-08-31 08:00 @ 0.00 | 8h | −$495.62 | -6.89% | stop loss |
| 92 | long | 2026-08-20 12:00 @ 0.00 | 2026-08-26 00:00 @ 0.00 | 5d 12h | $977.03 | +14.06% | signal |
| 91 | short | 2026-07-31 08:00 @ 0.00 | 2026-08-19 16:00 @ 0.00 | 19d 8h | $985.53 | +14.71% | signal |
| 90 | short | 2026-07-08 12:00 @ 0.00 | 2026-07-26 04:00 @ 0.00 | 17d 16h | $1,111.90 | +17.31% | signal |
| 89 | long | 2026-07-03 12:00 @ 0.00 | 2026-07-06 16:00 @ 0.00 | 3d 4h | −$352.06 | -5.41% | stop loss |
| 88 | short | 2026-06-24 16:00 @ 0.00 | 2026-07-01 16:00 @ 0.00 | 7d | −$354.86 | -5.38% | stop loss |
| 87 | long | 2026-06-15 12:00 @ 0.00 | 2026-06-17 20:00 @ 0.00 | 2d 8h | −$346.11 | -5.18% | stop loss |
| 86 | short | 2026-05-28 04:00 @ 0.01 | 2026-06-15 00:00 @ 0.00 | 17d 20h | $983.72 | +15.27% | signal |
| 85 | short | 2026-05-23 08:00 @ 0.01 | 2026-05-23 16:00 @ 0.01 | 8h | −$331.83 | -5.09% | stop loss |
| 84 | short | 2026-05-15 16:00 @ 0.01 | 2026-05-21 20:00 @ 0.01 | 6d 4h | $246.56 | +3.82% | signal |
| 83 | long | 2026-05-06 04:00 @ 0.01 | 2026-05-12 16:00 @ 0.01 | 6d 12h | $341.11 | +5.35% | signal |
| 82 | long | 2026-04-16 04:00 @ 0.01 | 2026-04-19 04:00 @ 0.01 | 3d | −$324.00 | -5.02% | stop loss |
| 81 | long | 2026-04-08 00:00 @ 0.01 | 2026-04-08 20:00 @ 0.01 | 20h | −$311.64 | -4.77% | stop loss |
| 80 | short | 2026-04-05 16:00 @ 0.01 | 2026-04-06 00:00 @ 0.01 | 8h | −$271.74 | -4.12% | stop loss |
| 79 | short | 2026-03-22 00:00 @ 0.01 | 2026-03-24 20:00 @ 0.01 | 2d 20h | −$401.78 | -5.99% | stop loss |
| 78 | long | 2026-03-18 04:00 @ 0.01 | 2026-03-18 08:00 @ 0.01 | 4h | −$413.01 | -6.07% | stop loss |
| 77 | long | 2026-03-16 08:00 @ 0.01 | 2026-03-17 04:00 @ 0.01 | 20h | −$381.01 | -5.52% | stop loss |
| 76 | long | 2026-03-13 12:00 @ 0.01 | 2026-03-13 16:00 @ 0.01 | 4h | −$388.47 | -5.55% | stop loss |
| 75 | short | 2026-02-28 08:00 @ 0.01 | 2026-02-28 20:00 @ 0.01 | 12h | −$477.82 | -6.71% | stop loss |
| 74 | short | 2026-02-23 04:00 @ 0.01 | 2026-02-25 12:00 @ 0.01 | 2d 8h | −$365.85 | -5.07% | stop loss |
| 73 | long | 2026-02-14 20:00 @ 0.01 | 2026-02-15 12:00 @ 0.01 | 16h | −$471.44 | -6.43% | stop loss |
| 72 | short | 2026-01-19 00:00 @ 0.01 | 2026-02-14 04:00 @ 0.01 | 26d 4h | $2,216.87 | +32.73% | signal |
| 71 | long | 2026-01-02 04:00 @ 0.01 | 2026-01-08 00:00 @ 0.01 | 5d 20h | $2,016.98 | +32.17% | signal |
| 70 | short | 2025-12-31 20:00 @ 0.01 | 2026-01-01 12:00 @ 0.01 | 16h | −$264.85 | -4.18% | stop loss |
| 69 | short | 2025-12-15 16:00 @ 0.01 | 2025-12-29 04:00 @ 0.01 | 13d 12h | $294.65 | +4.71% | signal |
| 68 | long | 2025-12-09 20:00 @ 0.01 | 2025-12-10 08:00 @ 0.01 | 12h | −$386.85 | -6.08% | stop loss |
| 67 | short | 2025-11-16 16:00 @ 0.01 | 2025-11-24 20:00 @ 0.01 | 8d 4h | $637.31 | +10.28% | signal |
| 66 | short | 2025-11-03 16:00 @ 0.01 | 2025-11-07 16:00 @ 0.01 | 4d | −$563.20 | -8.88% | stop loss |
| 65 | short | 2025-10-30 16:00 @ 0.01 | 2025-10-31 16:00 @ 0.01 | 1d | −$465.30 | -7.21% | stop loss |
| 64 | short | 2025-10-10 16:00 @ 0.02 | 2025-10-20 08:00 @ 0.02 | 9d 16h | $871.60 | +13.97% | signal |
| 63 | long | 2025-10-06 20:00 @ 0.02 | 2025-10-07 08:00 @ 0.02 | 12h | −$386.96 | -6.11% | stop loss |
| 62 | long | 2025-10-04 08:00 @ 0.02 | 2025-10-04 12:00 @ 0.02 | 4h | −$389.89 | -6.06% | stop loss |
| 61 | short | 2025-09-22 00:00 @ 0.02 | 2025-10-01 12:00 @ 0.02 | 9d 12h | $597.00 | +9.50% | signal |
| 60 | long | 2025-09-12 00:00 @ 0.02 | 2025-09-15 08:00 @ 0.02 | 3d 8h | −$233.21 | -3.68% | signal |
| 59 | long | 2025-09-09 08:00 @ 0.02 | 2025-09-09 12:00 @ 0.02 | 4h | −$345.19 | -5.37% | stop loss |
| 58 | short | 2025-09-04 16:00 @ 0.02 | 2025-09-05 12:00 @ 0.02 | 20h | −$421.39 | -6.45% | stop loss |
| 57 | short | 2025-08-25 20:00 @ 0.02 | 2025-08-28 08:00 @ 0.02 | 2d 12h | −$502.82 | -7.55% | stop loss |
| 56 | short | 2025-08-15 16:00 @ 0.02 | 2025-08-22 16:00 @ 0.02 | 7d | $56.90 | +0.86% | signal |
| 55 | long | 2025-08-10 04:00 @ 0.03 | 2025-08-10 08:00 @ 0.03 | 4h | −$494.14 | -7.30% | stop loss |
| 54 | short | 2025-07-29 16:00 @ 0.03 | 2025-08-09 08:00 @ 0.03 | 10d 16h | $761.30 | +11.57% | signal |
| 53 | long | 2025-07-03 00:00 @ 0.02 | 2025-07-23 20:00 @ 0.03 | 20d 20h | $5,421.68 | +103.80% | signal |
| 52 | long | 2025-06-30 00:00 @ 0.02 | 2025-06-30 12:00 @ 0.01 | 12h | −$317.70 | -5.99% | stop loss |
| 51 | short | 2025-06-21 20:00 @ 0.01 | 2025-06-23 20:00 @ 0.01 | 2d | −$404.10 | -7.48% | stop loss |
| 50 | long | 2025-06-11 16:00 @ 0.02 | 2025-06-11 20:00 @ 0.02 | 4h | −$379.86 | -6.91% | stop loss |
| 49 | short | 2025-05-29 20:00 @ 0.02 | 2025-06-09 20:00 @ 0.02 | 11d | $665.77 | +12.49% | signal |
| 48 | long | 2025-05-09 12:00 @ 0.02 | 2025-05-13 04:00 @ 0.02 | 3d 16h | −$274.27 | -5.08% | signal |
| 47 | long | 2025-04-22 16:00 @ 0.01 | 2025-05-03 08:00 @ 0.02 | 10d 16h | $1,190.91 | +23.34% | signal |
| 46 | long | 2025-04-12 16:00 @ 0.01 | 2025-04-13 20:00 @ 0.01 | 1d 4h | −$414.09 | -7.95% | stop loss |
| 45 | short | 2025-04-03 16:00 @ 0.01 | 2025-04-11 16:00 @ 0.01 | 8d | −$507.57 | -9.52% | signal |
| 44 | long | 2025-03-20 00:00 @ 0.01 | 2025-03-28 08:00 @ 0.01 | 8d 8h | $305.89 | +5.82% | signal |
| 43 | short | 2025-03-04 04:00 @ 0.01 | 2025-03-14 16:00 @ 0.01 | 10d 12h | $304.99 | +5.89% | signal |
| 42 | short | 2025-01-27 00:00 @ 0.03 | 2025-03-02 20:00 @ 0.02 | 34d 20h | $2,024.22 | +43.30% | signal |
| 41 | long | 2025-01-17 16:00 @ 0.03 | 2025-01-20 00:00 @ 0.03 | 2d 8h | −$330.08 | -6.94% | stop loss |
| 40 | short | 2025-01-08 20:00 @ 0.03 | 2025-01-15 20:00 @ 0.03 | 7d | −$151.90 | -3.17% | signal |
| 39 | long | 2025-01-03 16:00 @ 0.03 | 2025-01-07 12:00 @ 0.03 | 3d 20h | −$372.26 | -7.62% | stop loss |
| 38 | short | 2025-01-01 12:00 @ 0.03 | 2025-01-02 04:00 @ 0.03 | 16h | −$425.09 | -8.51% | stop loss |
| 37 | short | 2024-12-19 00:00 @ 0.03 | 2024-12-21 04:00 @ 0.03 | 2d 4h | −$622.67 | -12.09% | stop loss |
| 36 | short | 2024-11-26 12:00 @ 0.04 | 2024-11-29 12:00 @ 0.05 | 3d | −$783.01 | -14.65% | stop loss |
| 35 | long | 2024-11-10 12:00 @ 0.02 | 2024-11-24 12:00 @ 0.04 | 14d | $3,483.28 | +77.84% | signal |
| 34 | short | 2024-11-01 16:00 @ 0.02 | 2024-11-05 16:00 @ 0.02 | 4d | −$52.54 | -1.17% | signal |
| 33 | short | 2024-10-26 00:00 @ 0.02 | 2024-10-29 12:00 @ 0.02 | 3d 12h | −$381.89 | -8.33% | stop loss |
| 32 | long | 2024-10-16 20:00 @ 0.02 | 2024-10-17 16:00 @ 0.02 | 20h | −$366.61 | -7.84% | stop loss |
| 31 | long | 2024-09-26 08:00 @ 0.02 | 2024-10-02 20:00 @ 0.02 | 6d 12h | $334.70 | +7.29% | signal |
| 30 | long | 2024-09-25 04:00 @ 0.02 | 2024-09-26 00:00 @ 0.02 | 20h | −$281.83 | -6.05% | stop loss |
| 29 | long | 2024-09-20 08:00 @ 0.02 | 2024-09-22 08:00 @ 0.02 | 2d | −$262.30 | -5.55% | stop loss |
| 28 | short | 2024-09-18 16:00 @ 0.02 | 2024-09-18 20:00 @ 0.02 | 4h | −$268.28 | -5.60% | stop loss |
| 27 | short | 2024-08-30 16:00 @ 0.02 | 2024-09-09 20:00 @ 0.02 | 10d 4h | −$68.11 | -1.42% | signal |
| 26 | long | 2024-08-23 20:00 @ 0.02 | 2024-08-27 12:00 @ 0.02 | 3d 16h | −$234.39 | -4.81% | signal |
| 25 | short | 2024-07-31 20:00 @ 0.03 | 2024-08-20 08:00 @ 0.02 | 19d 12h | $1,170.02 | +25.56% | signal |
| 24 | long | 2024-07-19 16:00 @ 0.03 | 2024-07-23 08:00 @ 0.03 | 3d 16h | −$309.82 | -6.66% | signal |
| 23 | long | 2024-07-16 20:00 @ 0.03 | 2024-07-18 12:00 @ 0.03 | 1d 16h | −$392.87 | -8.26% | stop loss |
| 22 | short | 2024-07-05 04:00 @ 0.02 | 2024-07-05 12:00 @ 0.02 | 8h | −$629.34 | -12.82% | stop loss |
| 21 | long | 2024-07-01 20:00 @ 0.03 | 2024-07-03 08:00 @ 0.02 | 1d 12h | −$355.54 | -7.11% | stop loss |
| 20 | short | 2024-06-14 16:00 @ 0.02 | 2024-06-25 00:00 @ 0.02 | 10d 8h | $554.12 | +11.40% | signal |
| 19 | short | 2024-06-07 20:00 @ 0.03 | 2024-06-12 16:00 @ 0.03 | 4d 20h | −$339.01 | -6.85% | signal |
| 18 | short | 2024-06-02 20:00 @ 0.03 | 2024-06-03 08:00 @ 0.03 | 12h | −$498.12 | -9.82% | stop loss |
| 17 | long | 2024-05-21 00:00 @ 0.03 | 2024-05-30 08:00 @ 0.03 | 9d 8h | $382.47 | +7.69% | signal |
| 16 | long | 2024-05-19 04:00 @ 0.03 | 2024-05-19 12:00 @ 0.03 | 8h | −$393.54 | -7.76% | stop loss |
| 15 | long | 2024-05-16 08:00 @ 0.03 | 2024-05-16 12:00 @ 0.02 | 4h | −$420.27 | -8.12% | stop loss |
| 14 | short | 2024-05-13 04:00 @ 0.02 | 2024-05-13 12:00 @ 0.02 | 8h | −$409.98 | -7.76% | stop loss |
| 13 | long | 2024-04-23 16:00 @ 0.02 | 2024-04-30 12:00 @ 0.02 | 6d 20h | $65.04 | +1.24% | signal |
| 12 | short | 2024-04-12 16:00 @ 0.02 | 2024-04-19 16:00 @ 0.02 | 7d | $1,241.52 | +25.06% | signal |
| 11 | short | 2024-04-05 12:00 @ 0.02 | 2024-04-07 08:00 @ 0.02 | 1d 20h | −$493.43 | -9.72% | stop loss |
| 10 | long | 2024-03-28 16:00 @ 0.03 | 2024-03-29 12:00 @ 0.03 | 20h | −$472.51 | -9.09% | stop loss |
| 9 | short | 2024-03-18 20:00 @ 0.02 | 2024-03-25 16:00 @ 0.03 | 6d 20h | −$421.94 | -7.96% | signal |
| 8 | long | 2024-02-27 00:00 @ 0.01 | 2024-03-16 20:00 @ 0.03 | 18d 20h | $3,362.76 | +75.39% | signal |
| 7 | short | 2024-02-21 12:00 @ 0.01 | 2024-02-26 16:00 @ 0.01 | 5d 4h | −$274.05 | -6.05% | signal |
| 6 | long | 2024-02-09 12:00 @ 0.01 | 2024-02-20 16:00 @ 0.01 | 11d 4h | $253.57 | +5.68% | signal |
| 5 | short | 2024-02-05 04:00 @ 0.01 | 2024-02-05 12:00 @ 0.01 | 8h | −$286.59 | -6.32% | stop loss |
| 4 | short | 2024-01-18 20:00 @ 0.01 | 2024-01-25 20:00 @ 0.01 | 7d | $123.39 | +2.74% | signal |
| 3 | long | 2024-01-10 04:00 @ 0.02 | 2024-01-10 12:00 @ 0.01 | 8h | −$637.44 | -13.66% | stop loss |
| 2 | short | 2023-12-26 16:00 @ 0.02 | 2024-01-08 20:00 @ 0.01 | 13d 4h | $1,099.21 | +25.03% | signal |
| 1 | long | 2023-12-03 00:00 @ 0.00 | 2023-12-18 12:00 @ 0.02 | 15d 12h | $7,563.92 | +302.56% | signal |
How this was run
Orders fill at the next bar’s open, never at the close that produced the signal. When one bar’s range covered both the stop and the target, the stop was taken, because the data cannot say which came first. Fees, slippage and funding are all charged.
Warmup history was loaded from before 2022-01-01 so the requested window is fully tradable.